Research/YuGroup WebCAP:
- iCAP: grouped selection using the L1 and L\infty norms (download matlab code iCAP.zip);
- hiCAP: hierarchical selection for trees using the L1 and L\infty norms (download matlab code hiCAP.zip);
- iNET: a "rigid" version of Zou and Hastie's Elastic Net using the L1 and L\infty norms (download matlab code iNet.zip);
BLASSO:
- BLASSO: Zhao and Yu's (2004) stepwise algorithm for tracing the lasso path (download matlab code blasso.zip)
LASSO:
- LASSO: This is a Matlab implementation of the homotopy/LARS-LASSO algorithm (Osborne et.al, 2000, Efron et. al, 2004) for tracing the regularization path of the L1-penalized squared error loss (download matlab code lasso.zip)
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| I | Attachment | Action | Size | Date | Who | Comment |
|---|---|---|---|---|---|---|
 zip | hiCAP.zip | manage | 5.6 K | 01 Mar 2007 - 15:56 | GuilhermeRocha | This file contains matlab code implementing the hiCAP hierarchical selection algorithm |
| zip | iCAP.zip | manage | 3.4 K | 01 Mar 2007 - 15:57 | GuilhermeRocha | This file contains matlab code implementing the iCAP grouped selection algorithm |
| zip | iNet.zip | manage | 2.9 K | 09 Mar 2007 - 20:04 | GuilhermeRocha | This file contains matlab code implementing the iNet algorithm for tracing the regularization path of the "Rigid Net" |
| zip | blasso.zip | manage | 15.6 K | 04 Jun 2007 - 08:25 | GuilhermeRocha | This file contain matlab code implementing the BLASSO algorithm for tracing the LASSO path |
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